+35.0%
CAH vs RJF
+7.8%
+27.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.8% | +2.9% |
| 7D | +7.0% | +7.2% | -0.1% | +6.0% |
| 30D | +12.4% | +4.9% | +7.5% | +11.5% |
| 3M | +12.2% | -5.5% | +17.7% | +12.2% |
| 6M | +33.2% | +8.0% | +25.2% | +32.4% |
| YTD | +28.4% | +6.2% | +22.2% | +27.7% |
| 1Y | +35.0% | +7.8% | +27.2% | +34.5% |
| All | +35.0% | +7.8% | +27.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling